Preface |
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vii | |
Acronyms |
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xv | |
Notation |
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xvi | |
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1 | (37) |
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1 | (9) |
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1 | (2) |
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Outliers and Influential Observation |
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3 | (7) |
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Statistical Diagnostics in Multivariate Analysis |
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10 | (6) |
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Multiple Outliers in Multivariate Data |
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10 | (4) |
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Statistical diagnostics in multivariate models |
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14 | (2) |
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16 | (7) |
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16 | (3) |
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Covariance Structure Selection |
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19 | (4) |
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23 | (5) |
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24 | (1) |
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Diagnostics Within a Iikelihood Framework |
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25 | (1) |
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Diagnostics Within a Bayesian Framework |
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26 | (2) |
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28 | (9) |
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Matrix Operation and Matrix Derivative |
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28 | (4) |
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Matrix-variate Normal and t Distributions |
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32 | (5) |
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37 | (1) |
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Generalized Least Square Estimation |
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38 | (39) |
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38 | (14) |
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38 | (7) |
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45 | (7) |
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Generalized Least Square Estimation |
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52 | (16) |
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Generalized Least Square Estimate (GLSE) |
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52 | (6) |
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Best Linear Unbiased Estimate (BLUE) |
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58 | (5) |
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63 | (5) |
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Admissible Estimate of Regression Coefficient |
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68 | (6) |
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68 | (3) |
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Necessary and Sufficient Condition |
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71 | (3) |
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74 | (3) |
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Maximum Likelihood Estimation |
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77 | (82) |
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Maximum Likelihood Estimation |
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77 | (36) |
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Maximum Likelihood Estimate (MLE) |
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77 | (10) |
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Expectation and Variance-covariance |
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87 | (13) |
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100 | (13) |
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Rao's Simple Covariance Structure (SCS) |
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113 | (24) |
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Condition That the MLE Is Identical to the GLSE |
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113 | (6) |
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Estimates of Dispersion Components |
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119 | (11) |
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130 | (7) |
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Restricted Maximum Likelihood Estimation |
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137 | (19) |
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Restricted Maximum Likelihood (REMLs) estimate |
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137 | (3) |
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REMLs Estimates in the GCM |
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140 | (12) |
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152 | (4) |
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156 | (3) |
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Discordant Outlier and Influential Observation |
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159 | (65) |
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159 | (4) |
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Discordant Outlier-Generating Model |
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159 | (2) |
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161 | (2) |
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Discordant Outlier Detection in the GCM with SCS |
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163 | (13) |
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Multiple Individual Deletion Model (MIDM) |
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163 | (2) |
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Mean Shift Regression Model (MSRM) |
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165 | (2) |
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Multiple Discordant Outlier Detection |
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167 | (3) |
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170 | (6) |
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Influential Observation in the GCM with SCS |
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176 | (16) |
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Generalized Cook-type Distance |
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176 | (3) |
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Confidence Ellipsoid's Volume |
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179 | (3) |
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Influence Assessment on Linear Combination |
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182 | (3) |
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185 | (7) |
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Discordant Outlier Detection in the GCM with UC |
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192 | (15) |
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Multiple Individual Deletion Model (MIDM) |
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192 | (3) |
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Mean Shift Regression Model (MSRM) |
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195 | (3) |
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Multiple Discordant Outlier Detection |
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198 | (6) |
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204 | (3) |
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Influential Observation in the GCM with UC |
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207 | (14) |
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Generalized Cook-type Distance |
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207 | (1) |
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Confidence Ellipsoid's Volume |
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208 | (4) |
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Influence Assessment on Linear Combination |
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212 | (3) |
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215 | (6) |
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221 | (3) |
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Likelihood-Based Local Influence |
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224 | (40) |
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224 | (5) |
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224 | (2) |
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226 | (3) |
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Local Influence Assessment in the GCM with SCS |
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229 | (18) |
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Observed Information Matrix |
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231 | (1) |
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231 | (5) |
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Covariance-Weighted Perturbation |
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236 | (2) |
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238 | (9) |
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Local Influence Assessment in the GCM with UC |
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247 | (15) |
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Observed Information Matrix |
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247 | (2) |
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249 | (7) |
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Covariance-Weighted Perturbation |
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256 | (2) |
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258 | (4) |
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262 | (2) |
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Bayesian Influence Assessment |
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264 | (44) |
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264 | (5) |
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Bayesian Influence Analysis |
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264 | (3) |
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Kullback-Leibler Divergence |
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267 | (2) |
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Bayesian Influence Analysis in the GCM with SCS |
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269 | (17) |
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269 | (2) |
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Bayesian Influence Measurement |
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271 | (6) |
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277 | (9) |
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Bayesian Influence Analysis in the GCM with UC |
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286 | (19) |
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286 | (7) |
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Bayesian Influence Measurement |
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293 | (8) |
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301 | (4) |
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305 | (3) |
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308 | (45) |
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308 | (12) |
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308 | (6) |
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314 | (6) |
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Bayesian Local Influence in the GCM with SCS |
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320 | (16) |
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320 | (3) |
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Covariance-Weighted Perturbation |
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323 | (3) |
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326 | (10) |
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Bayesian Local Influence in the GCM with UC |
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336 | (15) |
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337 | (5) |
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Covariance-Weighted Perturbation |
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342 | (5) |
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347 | (4) |
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351 | (2) |
Appendix Data sets used in this book |
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353 | (8) |
References |
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361 | (17) |
Author Index |
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378 | (4) |
Subject Index |
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382 | |